+58.3%
FICO vs BOXX
+18.4%
+39.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -14.1% | 0.0% | -14.2% | -14.3% |
| 30D | -7.5% | +0.3% | -7.8% | -8.7% |
| 3M | -21.3% | +1.0% | -22.2% | -24.8% |
| 6M | -25.2% | +1.9% | -27.2% | -31.4% |
| YTD | -43.2% | +2.6% | -45.8% | -49.3% |
| 1Y | -37.2% | +4.0% | -41.2% | -46.7% |
| 3Y | +6.8% | +14.6% | -7.8% | -13.2% |
| All | +58.3% | +18.4% | +39.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling